Every time I check the client I have a grey or red dot and "NAT" or "FIREWALLED" error. If I do the NAT/Firewall test I get an OK and the status is changed to "NAT OK" for a little while and then back to any of the above mentioned errors.
This problem started after the latest update, before there was no problems and I haven't changed any settings in the client, firewall or in the router before the problems started. Since then I have tried different solutions according to the wiki and some google hits I found but nothing seems to work.
Is there any more info you need to help me?
/Tribaliztic

Before, I just used the uPnP, then after the problem occurred I did a PF in the router with no luck. Turned off uPnP in the vuze client and no luck. Had the same thought as you and did a new PF on another port but no luck. I tried to turn off the firewall, no luck. Tried to delete the vuze entry and then I got a new when MS Firewall noticed it but no luck. Even opened the ports in the firewall with no luck.
Seems like the problems is gone though, I haven't seen the error msg since I downloaded some new stuff. Haven't checked that often though but the error was there all the time until the download.
Still would be nice to know what caused the problem if anyone has any ideas though =)